Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.72% | 96.35 % | 97.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,586 CHF | 243,336 CHF | 100.00% | 100.00% |
19/11/2024 | 0.72% | 96.56 % | 97.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,985 CHF | 242,735 CHF | 89.36% | 89.36% |
18/11/2024 | 0.72% | 96.64 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,366 CHF | 243,116 CHF | 99.66% | 99.66% |
15/11/2024 | 0.72% | 96.80 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,591 CHF | 244,341 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 97.62 % | 98.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,366 CHF | 245,116 CHF | 100.00% | 100.00% |
13/11/2024 | 0.72% | 97.53 % | 98.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,613 CHF | 245,363 CHF | 100.00% | 100.00% |
12/11/2024 | 0.71% | 97.55 % | 98.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,520 CHF | 246,270 CHF | 98.75% | 98.75% |
11/11/2024 | 0.71% | 98.19 % | 98.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,759 CHF | 247,509 CHF | 100.00% | 100.00% |
08/11/2024 | 0.71% | 98.52 % | 99.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,899 CHF | 248,649 CHF | 99.83% | 99.83% |
07/11/2024 | 0.70% | 98.90 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,026 CHF | 249,776 CHF | 100.00% | 100.00% |